mini-sized Dow ($5) Future December 2007


Trading Metrics calculated at close of trading on 24-Sep-2007
Day Change Summary
Previous Current
21-Sep-2007 24-Sep-2007 Change Change % Previous Week
Open 13,849 13,896 47 0.3% 13,541
High 13,969 13,963 -6 0.0% 13,969
Low 13,845 13,841 -4 0.0% 13,465
Close 13,901 13,862 -39 -0.3% 13,901
Range 124 122 -2 -1.6% 504
ATR 178 174 -4 -2.2% 0
Volume 148,459 96,902 -51,557 -34.7% 738,493
Daily Pivots for day following 24-Sep-2007
Classic Woodie Camarilla DeMark
R4 14,255 14,180 13,929
R3 14,133 14,058 13,896
R2 14,011 14,011 13,884
R1 13,936 13,936 13,873 13,913
PP 13,889 13,889 13,889 13,877
S1 13,814 13,814 13,851 13,791
S2 13,767 13,767 13,840
S3 13,645 13,692 13,829
S4 13,523 13,570 13,795
Weekly Pivots for week ending 21-Sep-2007
Classic Woodie Camarilla DeMark
R4 15,290 15,100 14,178
R3 14,786 14,596 14,040
R2 14,282 14,282 13,994
R1 14,092 14,092 13,947 14,187
PP 13,778 13,778 13,778 13,826
S1 13,588 13,588 13,855 13,683
S2 13,274 13,274 13,809
S3 12,770 13,084 13,763
S4 12,266 12,580 13,624
High/Low/Range Statistics
Trading Days High Low Range Range % Average Range Average Range % Close % New High New Low Average Volume
5 13,969 13,472 497 3.6% 167 1.2% 78% False False 141,300
10 13,969 13,238 731 5.3% 154 1.1% 85% False False 94,564
20 13,969 13,137 832 6.0% 168 1.2% 87% False False 47,532
40 13,969 12,649 1,320 9.5% 198 1.4% 92% False False 23,820
60 14,213 12,649 1,564 11.3% 165 1.2% 78% False False 15,890
Crabel Price Patterns
NR True
NR4 False
NR5 False
NR7 False
WS False
WS4 False
WS5 False
WS7 False
ID False
OD False
IDnr4 False
2BNR True
3BNR True
4BNR True
8BNR False
Bear Hook False
Bull Hook False
Stretch 28
Narrowest range in 2 trading days
Fibonacci Retracements and Extensions
4.250 14,482
2.618 14,283
1.618 14,161
1.000 14,085
0.618 14,039
HIGH 13,963
0.618 13,917
0.500 13,902
0.382 13,888
LOW 13,841
0.618 13,766
1.000 13,719
1.618 13,644
2.618 13,522
4.250 13,323
Fisher Pivots for day following 24-Sep-2007
Pivot 1 day 3 day
R1 13,902 13,903
PP 13,889 13,889
S1 13,875 13,876

These figures are updated between 7pm and 10pm EST after a trading day.

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